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Trade: IMX/USDT/120/LINREG/KCL/8964

Strategy
IMX/USDT/120/LINREG/KCL/8964
Pair
IMX_USDT
Interval
2h
Score
565179
Daily Profit
0.340704
Profit Factor
2.074510
Profitability
80.555556
Streak
118.119943
Best Strategy
Training Data Length
1353.250000
Evaluation Time
2025-09-26 13:52
Expiration Time
2025-11-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23015.4481 87610.9932 -64595.5451 9350325.4808 -525353.2062 9875678.6871
Total P&L (%) 23.0154 87.611 -64.5955 9350.3255 -525.3532 9875.6787
Avg Daily Profit (%) 0.017 0.0647 -0.0477 0.3367 0 0.3407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -420062 -27363 -420048 -4155708 -2440574 -2938042
Profit Factor 1.0371 2.6674 0.8862 1.7543 0.8361 2.0745
Total Trades 73 37 36 73 37 36
Winning Trades 54 25 29 52 23 29
Losing Trades 19 12 7 21 14 7
Profitability (%) 73.9726 67.5676 80.5556 71.2329 62.1622 80.5556
Ratio Avg Win / Avg Loss 0.3649 1.2804 0.2139 0.7085 0.5089 0.5007
Largest Winning Trade 48788 30418 48788 4773409 495729 4773409
Largest Losing Trade -322036 -13049 -322036 -2842846 -1312862 -2842846
Avg Bars in Trades 205 13 401 205 13 401
Avg Bars in Winners 145 10 262 199 10 348
Avg Bars in Losers 373 19 981 220 18 624
Bars Traded 14972 502 14470 14972 502 14470
Profit Streak 118.1199 171.4533 118.1199 118.1199 171.4533 118.1199
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -427792 -98564 -575485 -61999 -577535 565179

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642363200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883963113,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 5
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            23015.4481464172,
            87610.9931987676,
            -64595.5450523505,
            9350325.480803045,
            -525353.2062491991,
            9875678.687052244
        ],
        [
            23.015448,
            87.610993,
            -64.595545,
            9350.325481,
            -525.353206,
            9875.678687
        ],
        [
            0.017008,
            0.064741,
            -0.047734,
            0.336692,
            0,
            0.340704
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -420062,
            -27363,
            -420048,
            -4155708,
            -2440574,
            -2938042
        ],
        [
            1.037098,
            2.667416,
            0.886244,
            1.754321,
            0.836073,
            2.07451
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            54,
            25,
            29,
            52,
            23,
            29
        ],
        [
            19,
            12,
            7,
            21,
            14,
            7
        ],
        [
            73.972603,
            67.567568,
            80.555556,
            71.232877,
            62.162162,
            80.555556
        ],
        [
            0.364905,
            1.28036,
            0.213921,
            0.708476,
            0.508914,
            0.500744
        ],
        [
            48788,
            30418,
            48788,
            4773409,
            495729,
            4773409
        ],
        [
            -322036,
            -13049,
            -322036,
            -2842846,
            -1312862,
            -2842846
        ],
        [
            205,
            13,
            401,
            205,
            13,
            401
        ],
        [
            145,
            10,
            262,
            199,
            10,
            348
        ],
        [
            373,
            19,
            981,
            220,
            18,
            624
        ],
        [
            14972,
            502,
            14470,
            14972,
            502,
            14470
        ],
        [
            118.119943,
            171.453277,
            118.119943,
            118.119943,
            171.453277,
            118.119943
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -427792,
            -98564,
            -575485,
            -61999,
            -577535,
            565179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642363200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758883963113,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)